Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)




"Its working FABULOUSLY for me!! Holy cow...there has been so much I've been missing lately, and with this feed and Linnsoft software...I'm in the game now." - Comment from Chris R.
"I would just like to say that IQFeed version 4 is running very well and I am very happy with its performance. I would also like to extend a big thanks for the fast and efficient help that I always receive. My questions and concerns are always addressed promptly. Way to go!" - Comment from Josh in CO.
"I am very pleased with the DTNIQ system for quotes and news." - Comment from Larry
"I am enjoying the feed very much - so superior to the broker provided feed I was previously using." - Comment from George
"I use IQ Feed, Great stuff as far as data analysis information, storage and retrieval is concerned." - Comment from Public Forum
"I am keeping IQFeed, much better reliabilty than *******. I may refer a few other people in the office to switch as well." - Comment from Don
"I cannot believe what a difference it makes trading with ProphetX!" - Comment from Bruce in Los Angeles
"Thanks for the great product and support. During this week of high volume trading, my QuoteTracker + IQ Feed setup never missed a beat. Also, thanks for your swiftness in responding to data issues. I was on ******* for a few years before I made the switch over early this year, and wish I had done it a long time ago." - Comment from Ken
"This beats the pants off CQG, I am definitely switching to the ProphetX 3.0!" - Comment from Stephen
"Everything is working great ! Very impressive client. The news refreshes better and is more pertinent than the ******* feed I paid $ 100/month for. I Also like the charts a lot." - Comment from Leon
Home  Search  Register  Login  Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »IQFeed Developer »IQFeed Developer Support »Missing minute candles for PFPT on 9th March 2016
Author Topic: Missing minute candles for PFPT on 9th March 2016 (6 messages, Page 1 of 1)

YDBackTester
-Interested User-
Posts: 5
Joined: Mar 5, 2016


Posted: Mar 12, 2016 07:48 AM          Msg. 1 of 6
I downloaded minute candles for PFPT for 3/9/2016 , and I see some candles are missing, such as:
13:02
14:23
14:33

Maybe some other minute candles are missing....

Please explain

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1753
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Mar 12, 2016 08:27 AM          Msg. 2 of 6
If the stock didn't trade during those minutes, there won't be a bar.

Jay Froscheiser
Vice President, Active Trader Products

22arbi
-Interested User-
Posts: 3
Joined: Jul 2, 2016


Posted: Jul 2, 2016 04:26 PM          Msg. 3 of 6
Is there any possibility to get these 'missing' candles filled (with previous values) directly from the feed?

Or do i have to manipulate the data afterwards in order to have all minute values filled?

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Jul 5, 2016 05:24 AM          Msg. 4 of 6
Good morning,

You would need to manipulate the data to suit you if you would like to see bars during these lulls in volume.

Tim

22arbi
-Interested User-
Posts: 3
Joined: Jul 2, 2016


Posted: Jul 16, 2016 10:11 AM          Msg. 5 of 6
When retrieving historical data with 'Interval TimeFrame' (1 sec interval), i also get missing values. (Different seconds do not appear on the feed). You said this may be because there were no trades on that certain period, but, with Interval TimeFrame Requets, I am not getting trade values, but close values.

So it is not supposed that it has always to be a Open/High/Low/Close value for every interval requested? If there was not a single trade, this values would just be flat, but it seems that im not able to get a complete feed with second intervals.

Here you can se, that for example, i do not get 10:00:03 or 10:00:04 values for QHO# 'Interval TimeFrame' (1 sec interval) requesting:

[0] Close 1.4571 double
Date {12/07/2016 10:00:01}

[1] Close 1.4571 double
Date {12/07/2016 10:00:02}

[2] Close 1.4568 double
Date {12/07/2016 10:00:05}

Is it possible to do something with that?

Jose

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Jul 17, 2016 08:52 PM          Msg. 6 of 6
Good evening,

We do not create any data points or bars for times where no data exists. So this would be the expected behavior for us.

Tim
 

 

Time: Tue October 22, 2019 4:39 PM CFBB v1.2.0 16 ms.
© AderSoftware 2002-2003